DDFS vs. UXJL

Last updated Aug 4, 2026

DDFS (Innovator Equity Dual Directional 15 Buffer ETF - September) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds. Both are actively managed. Their correlation of 0.81 means they have usually moved in the same direction. DDFS charges 0.79%/yr vs 0.85%/yr for UXJL.

Performance

DDFS vs. UXJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Dual Directional 15 Buffer ETF - September (DDFS) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDFS achieves a 4.62% return, which is significantly lower than UXJL's 11.83% return.

DDFS

• 1D: 0.13%
• 1M: 0.68%
• 6M: 3.89%
• YTD: 4.62%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

UXJL

• 1D: 1.41%
• 1M: 1.62%
• 6M: 9.61%
• YTD: 11.83%
• 1Y: 23.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DDFS Innovator Equity Dual Directional 15 Buffer ETF - September	$325.70K	$400.19K	$385.27K
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	$17.49K	$19.76K	$22.74K

DDFS vs. UXJL - Yearly Performance Comparison

	2026 (YTD)	2025
DDFS Innovator Equity Dual Directional 15 Buffer ETF - September	4.62%	3.42%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	11.83%	6.42%

Correlation

The correlation between DDFS and UXJL is 0.81, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 2, 2025	0.81

Return for Risk

DDFS vs. UXJL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DDFS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

UXJL

UXJL Risk / Return Rank: 61
UXJL Sharpe Ratio Rank: 62
UXJL Sortino Ratio Rank: 60
UXJL Omega Ratio Rank: 58
UXJL Calmar Ratio Rank: 59
UXJL Martin Ratio Rank: 69

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DDFS vs. UXJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 15 Buffer ETF - September (DDFS) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DDFS	UXJL	Difference
Sharpe ratio: Return per unit of total volatility	—	1.63	—
Sortino ratio: Return per unit of downside risk	—	2.26	—
Omega ratio: Gain probability vs. loss probability	—	1.28	—
Calmar ratio: Return relative to maximum drawdown	—	2.30	—
Martin ratio: Return relative to average drawdown	—	9.25	—

Drawdowns

DDFS vs. UXJL - Drawdown Comparison

The maximum DDFS drawdown since its inception was -2.29%, smaller than the maximum UXJL drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for DDFS and UXJL.

Drawdown Indicators

	DDFS	UXJL	Difference
Max Drawdown Largest peak-to-trough decline	-2.29%	-10.29%	+8.00%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.29%	—
Current Drawdown Current decline from peak	0.00%	-0.71%	+0.71%
Average Drawdown Average peak-to-trough decline	-0.28%	-1.66%	+1.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.56%	—

Volatility

Volatility by Period

	DDFS	UXJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.21%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.66%	—
Volatility (1Y) Calculated over the trailing 1-year period	3.80%	14.62%	-10.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.80%	14.50%	-10.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.80%	14.50%	-10.70%

DDFS vs. UXJL - Expense Ratio Comparison

DDFS has a 0.79% expense ratio, which is lower than UXJL's 0.85% expense ratio.

Dividends

DDFS vs. UXJL - Dividend Comparison

Neither DDFS nor UXJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DDFS and UXJL in my portfolio?

DDFS and UXJL have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DDFS or UXJL?

On fees, DDFS is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DDFS or UXJL?

DDFS is cheaper with a 0.79% expense ratio, compared with 0.85% for UXJL.

Which ETF pays a higher dividend yield, DDFS or UXJL?

DDFS and UXJL have nearly identical dividend yields, around 0.00%.

What is the main difference between DDFS and UXJL?

They also come from different issuers: Innovator and First Trust. Their fees differ too: 0.79% for DDFS and 0.85% for UXJL.